According to Bartlett's Familiar Quotations (15th ed.), this proverb is only half stated. The original quote comes from Bulwer-Lytton's play Richelieu (1839), and contains an important proviso:

Beneath the rule of men entirely great,
The pen is mightier than the sword.

In fact, while others had already said similar things, many of them would say that the pen is not mightier than the sword:

Words are braver than all fighting. ("The Teaching for Merikare", around 2100BCE)

Let none presume to tell me that the pen is preferable to the sword. (Cervantes, "Don Quixote", around 1600CE)

Hinc quam sic calamus saevior ense, patet.
The pen worse than the sword. (Burton, "The Anatomy of Melancholy", around 1620CE)

In short, while I'm tempted to say that this proverb is the favorite lie of pen-sellers and sword-wielders, it would perhaps be fairer to say that many pens are mightier than one sword -- particularly when they write to the government in favor of dropping the bomb on the guy with the sword.

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